Share price$49.14
1D-0.8%
Sold putSold call
Roundhill Memory ETF DRAM
i
Market dataready · fetched 2026-10-21T16:58:13.998Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T16:58:12.432457797Z
FundamentalsAlpha Vantage · ready
Roundhill Memory ETF options
PutsCheap0.72×
CallsFair1.04×
SkewBullish-1.53 pp
Implied moveBearish±$1.89
TiltBalanced1.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 51.25 | 65.1% | 4.8% | 47.18 | 67.1% | 4.5% |
| 25Δ | 50.83 | 64.9% | 4.2% | 47.60 | 66.0% | 3.9% |
| 30Δ | 50.46 | 64.8% | 3.6% | 47.97 | 65.5% | 3.3% |
| 35Δ | 50.13 | 65.0% | 3.1% | 48.29 | 65.0% | 2.9% |
| 40Δ | 49.81 | 65.2% | 2.7% | 48.61 | 64.7% | 2.5% |
| 45Δ | 49.50 | 65.4% | 2.3% | 48.91 | 64.6% | 2.1% |
| 50Δ | 49.20 | 65.5% | 2.0% | 49.20 | 64.4% | 1.8% |
| 55Δ | 48.90 | 65.7% | 1.7% | 49.49 | 64.0% | 1.5% |
| 60Δ | 48.60 | 66.0% | 1.5% | 49.80 | 63.8% | 1.3% |
| 65Δ | 48.27 | 66.5% | 1.2% | 50.11 | 63.6% | 1.1% |
| 70Δ | 47.94 | 67.2% | 1.0% | 50.43 | 63.6% | 0.9% |
| 75Δ | 47.56 | 68.2% | 0.8% | 50.79 | 63.4% | 0.7% |
| 80Δ | 47.12 | 69.3% | 0.6% | 51.19 | 63.2% | 0.5% |
20Δ
- Pseudo strike
- 51.25
- IV
- 65.1%
- B/E move
- 4.8%
- Pseudo strike
- 47.18
- IV
- 67.1%
- B/E move
- 4.5%
25Δ
- Pseudo strike
- 50.83
- IV
- 64.9%
- B/E move
- 4.2%
- Pseudo strike
- 47.60
- IV
- 66.0%
- B/E move
- 3.9%
30Δ
- Pseudo strike
- 50.46
- IV
- 64.8%
- B/E move
- 3.6%
- Pseudo strike
- 47.97
- IV
- 65.5%
- B/E move
- 3.3%
35Δ
- Pseudo strike
- 50.13
- IV
- 65.0%
- B/E move
- 3.1%
- Pseudo strike
- 48.29
- IV
- 65.0%
- B/E move
- 2.9%
40Δ
- Pseudo strike
- 49.81
- IV
- 65.2%
- B/E move
- 2.7%
- Pseudo strike
- 48.61
- IV
- 64.7%
- B/E move
- 2.5%
45Δ
- Pseudo strike
- 49.50
- IV
- 65.4%
- B/E move
- 2.3%
- Pseudo strike
- 48.91
- IV
- 64.6%
- B/E move
- 2.1%
50Δ
- Pseudo strike
- 49.20
- IV
- 65.5%
- B/E move
- 2.0%
- Pseudo strike
- 49.20
- IV
- 64.4%
- B/E move
- 1.8%
55Δ
- Pseudo strike
- 48.90
- IV
- 65.7%
- B/E move
- 1.7%
- Pseudo strike
- 49.49
- IV
- 64.0%
- B/E move
- 1.5%
60Δ
- Pseudo strike
- 48.60
- IV
- 66.0%
- B/E move
- 1.5%
- Pseudo strike
- 49.80
- IV
- 63.8%
- B/E move
- 1.3%
65Δ
- Pseudo strike
- 48.27
- IV
- 66.5%
- B/E move
- 1.2%
- Pseudo strike
- 50.11
- IV
- 63.6%
- B/E move
- 1.1%
70Δ
- Pseudo strike
- 47.94
- IV
- 67.2%
- B/E move
- 1.0%
- Pseudo strike
- 50.43
- IV
- 63.6%
- B/E move
- 0.9%
75Δ
- Pseudo strike
- 47.56
- IV
- 68.2%
- B/E move
- 0.8%
- Pseudo strike
- 50.79
- IV
- 63.4%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 47.12
- IV
- 69.3%
- B/E move
- 0.6%
- Pseudo strike
- 51.19
- IV
- 63.2%
- B/E move
- 0.5%
Options history
Table
| Date | IV |
|---|---|
| 65.39% | |
| 62.40% |